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//static const char* sccsid = "@(#)math_BrentMinimum.cxx 3.2 95/01/10"; // Do not delete this line. Used by sccs.
#include <math_BrentMinimum.ixx>
#include <math_Function.hxx>
#define CGOLD 0.3819660
#ifdef MAX
#undef MAX
#endif
#define MAX(a,b) ((a) > (b) ? (a) : (b))
#define SIGN(a,b) ((b) > 0.0 ? fabs(a) : -fabs(a))
#define SHFT(a,b,c,d) (a)=(b);(b)=(c);(c)=(d)
void math_BrentMinimum::Perform(math_Function& F,
const Standard_Real ax,
const Standard_Real bx,
const Standard_Real cx) {
Standard_Boolean OK;
Standard_Real etemp, fu, p, q, r;
Standard_Real tol1, tol2, u, v, w, xm;
Standard_Real e = 0.0;
Standard_Real d = RealLast();
a = ((ax < cx) ? ax : cx);
b = ((ax > cx) ? ax : cx);
x = w = v = bx;
if (!myF) {
OK = F.Value(x, fx);
if(!OK) return;
}
fw = fv = fx;
for(iter = 1; iter <= Itermax; iter++) {
xm = 0.5 * (a + b);
tol1 = XTol * fabs(x) + EPSZ;
tol2 = 2.0 * tol1;
if(IsSolutionReached(F)) {
Done = Standard_True;
return;
}
if(fabs(e) > tol1) {
r = (x - w) * (fx - fv);
q = (x - v) * (fx - fw);
p = (x - v) * q - (x - w) * r;
q = 2.0 * (q - r);
if(q > 0.0) p = -p;
q = fabs(q);
etemp = e;
e = d;
if(fabs(p) >= fabs(0.5 * q * etemp)
|| p <= q * ( a - x) || p >= q * (b - x)) {
e = (x >= xm ? a - x : b - x);
d = CGOLD * e;
}
else {
d = p / q;
u = x + d;
if(u - a < tol2 || b - u < tol2) d = SIGN(tol1, xm - x);
}
}
else {
e = (x >= xm ? a - x : b - x);
d = CGOLD * e;
}
u = (fabs(d) >= tol1 ? x + d : x + SIGN(tol1, d));
OK = F.Value(u, fu);
if(!OK) return;
if(fu <= fx) {
if(u >= x) a = x; else b = x;
SHFT(v, w, x, u);
SHFT(fv, fw, fx, fu);
}
else {
if(u < x) a = u; else b = u;
if(fu <= fw || w == x) {
v = w;
w = u;
fv = fw;
fw = fu;
}
else if(fu <= fv || v == x || v == w) {
v = u;
fv = fu;
}
}
}
Done = Standard_False;
return;
}
math_BrentMinimum::math_BrentMinimum(math_Function& F,
const Standard_Real Ax,
const Standard_Real Bx,
const Standard_Real Cx,
const Standard_Real TolX,
const Standard_Integer NbIterations,
const Standard_Real ZEPS) {
XTol = TolX;
EPSZ = ZEPS;
Itermax = NbIterations;
myF = Standard_False;
Perform(F, Ax, Bx, Cx);
}
// Constructeur d'initialisation des champs.
math_BrentMinimum::math_BrentMinimum(const Standard_Real TolX,
const Standard_Integer NbIterations,
const Standard_Real ZEPS) {
myF = Standard_False;
XTol = TolX;
EPSZ = ZEPS;
Itermax = NbIterations;
}
math_BrentMinimum::math_BrentMinimum(const Standard_Real TolX,
const Standard_Real Fbx,
const Standard_Integer NbIterations,
const Standard_Real ZEPS) {
fx = Fbx;
myF = Standard_True;
XTol = TolX;
EPSZ = ZEPS;
Itermax = NbIterations;
}
// Standard_Boolean math_BrentMinimum::IsSolutionReached(math_Function& F) {
Standard_Boolean math_BrentMinimum::IsSolutionReached(math_Function& ) {
Standard_Real TwoTol = 2.0 *(XTol * fabs(x) + EPSZ);
return ((x <= (TwoTol + a)) && (x >= (b - TwoTol)));
// modified by NIZHNY-MKK Mon Oct 3 17:46:00 2005.END
}
void math_BrentMinimum::Dump(Standard_OStream& o) const {
o << "math_BrentMinimum ";
if(Done) {
o << " Status = Done \n";
o << " Location value = " << x <<"\n";
o << " Minimum value = " << fx << "\n";
o << " Number of iterations = " << iter <<"\n";
}
else {
o << " Status = not Done \n";
}
}
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